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Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift

Probability 2024-07-15 v1 Analysis of PDEs

Abstract

We study stochastic differential equations with additive noise and distributional drift on Td\mathbb{T}^d or Rd\mathbb{R}^d and d2d \geqslant 2. We work in a scaling-supercritical regime using energy solutions and recent ideas for generators of singular stochastic partial differential equations. We mainly focus on divergence-free drift, but allow for scaling-critical non-divergence free perturbations. In the time-dependent divergence-free case we roughly speaking prove weak well-posedness of energy solutions with initial law μLeb\mu \ll \text{Leb} for drift bLTpBp,1γb \in L^p_T B^{-\gamma}_{p, 1} with p(2,]p \in (2, \infty] and p21γp \geqslant \frac{2}{1 -\gamma}. For time-independent bb we show weak well-posedness of energy solutions with initial law μLeb\mu \ll \text{Leb} under certain structural assumptions on bb which allow local singularities such that bB2d/(d2),21b \notin B^{-1}_{2 d/(d-2), 2}, meaning that for any p>2p > 2 in sufficiently high dimension there exists bBp,21b \notin B^{-1}_{p, 2} such that weak well-posedness holds for energy solutions with drift bb.

Keywords

Cite

@article{arxiv.2407.09046,
  title  = {Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift},
  author = {Lukas Gräfner and Nicolas Perkowski},
  journal= {arXiv preprint arXiv:2407.09046},
  year   = {2024}
}

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44 pages